Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261449.6636 | 63993.4067 | 197456.257 | 116219.6975 | 10172.432 | 106047.2655 |
Total P&L (%) | 261.4497 | 63.9934 | 197.4563 | 116.2197 | 10.1724 | 106.0473 |
Avg Daily Profit (%) | 0.2024 | 0.0496 | 0.1529 | 0.0597 | 0.0075 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146775 | -120160 | -85851 | -120391 | -86320 | -47155 |
Profit Factor | 1.521 | 1.2254 | 1.9062 | 1.2978 | 1.0462 | 1.6235 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 60.7143 | 50 | 71.4286 | 60.7143 | 50 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.9842 | 1.2254 | 0.7625 | 0.8397 | 1.0462 | 0.6494 |
Largest Winning Trade | 100812 | 100812 | 50494 | 59249 | 59249 | 41470 |
Largest Losing Trade | -52493 | -45311 | -52493 | -46941 | -46941 | -26513 |
Avg Bars in Trades | 88 | 77 | 99 | 88 | 77 | 99 |
Avg Bars in Winners | 68 | 37 | 90 | 68 | 37 | 90 |
Avg Bars in Losers | 119 | 117 | 123 | 119 | 117 | 123 |
Bars Traded | 7432 | 3248 | 4184 | 7432 | 3248 | 4184 |
Profit Streak | 49.7224 | 49.7224 | 64.8891 | 49.7224 | 49.7224 | 64.8891 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385841 | -126904 | 426711 | -111460 | -512332 | -114061 |
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 233, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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